CQG Workspace Downloads » Bid Ask Volume

Sample Intraday Bars and TFlow Bar Charts

thartle — Mon, 14 Sep 2009 17:30:51 +0000

This sample page has both a 5-minute OHLC bars and TFlow bar charts. Included are a number of studies used to detail to traders using CQG what traders are doing in the exchange order book at the best bid, ask prices, as well in the order queues away from the best bid, and ask price queues (DOMTracker).

The custom studies TFCross and the BAVolCr studies are displaying a 5-bar running sum of trades into the bid and at the ask prices. The BAVolCO and the TFUmTFD are simply the difference between the two lines displayed in the TFCross and the BAVolCr studies respectively. Requires CQG version 8.1 or higher.

Download PAC:
TFlowandBarChartVolumeStudiesv09112009.zip

Custom Intraday Volume Studies

thartle — Wed, 26 Aug 2009 22:26:11 +0000

The CustomIntradayVolumeStudies.zip displays custom studies for tracking traded volume volume into the bid and volume traded at the ask price for intraday bars

The descriptions of the custom studies are:
BestAV: Volume of trades at the ask price (green line)
BestBV: Volume of trades at the bid price (
BAVolCr: Five bar running sum of trades at the ask (green line) and five bar running sum of trades at the bid price (red line).
BAVolOs: The difference between the green and red lines in the BAVolCr study.
BarTFVo: Similar to the TFlow volume study, this study plots red histograms for traded volume into the bid and green histograms for traded volume at the ask price.

Download PAC:
CustomIntradayVolumeStudies.zip